Zebra's architecture includes an O/S dependant application, whose role is to deal with network interface configuration, routing table updates, and other kernel stuff ; and O/S independant routing processes, communicating thru sockets with the Zebra core. You will have to choose which daemons you want to run by loading and configuring the appropiate packages.
If you want to activate the processes zebra and bgpd, edit bgpd.conf (note that lines beginning with ! are comments). No configuration is necessary in zebra.conf, but you should edit bgpd.conf to include the following lines :
router bgp ASN bgp router-id ROUTERID network 192.168.A.B/M network 192.168.C.D/N neighbor 192.168.P.Q remote-as REMOTEASN
Where ASN is your Autonomous System Number (it will look like a number above 65000, and will be given when you ask for it to the tunnel's maintener), ROUTERID is a dummy IP address (it can be 5.4.3.2 if you like, it's just an identifier). You should specify your network entries with respect to your allocated IP addresses ranges. For instance, if you told the maintener that you would use 192.168.93.1 thru 192.168.93.127, specify 192.168.93.0/25 . You can specify multiple network routes. If you are part of the backbone (you will be told if that is the case), you should export a host route (192.168.0.X/32). The neighbor IP address and ASN will be given to you by your maintener.
After editing configuration files, do a backup and start zebra and bgpd ("svi zebra start" and "svi bgpd start" or reboot the router). The routes should appear within your kernel routing table ("ip route").
You need to open the appropiate ports in shorewall (fw <-> loc for internal and fw <-> net for external routing protocols) to make the routing exchange possible.